Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.562 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47710.99 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46316.09 Kr¶

PnL: ---------------------------------------> -572.48 Kr¶

DD now: ---------------------------------> -1.89 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 12:02:14.806832'

Anic Portfolio¶

Today¶

Return: -0.002 %¶

This Week¶

Return: 0.374 %¶

Total¶

Return: 56.194 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -3.290000 2775.500000 139.500000 5.290000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -1.060000 429.400000 74.400000 20.960000 355.000000
Corem Property Group B 59 -2.670000 644.870000 67.870000 11.760000 576.999999
Boozt 12 0.490000 1714.800000 60.800000 3.680000 1653.999996
SAAB B 8 1.040000 3429.600000 52.600000 1.560000 3377.000000
HMS Networks 2 -0.560000 715.600000 42.600000 6.330000 673.000000
OEM International B 7 0.250000 557.200000 29.200000 5.530000 527.999997
Intrum 4 0.480000 548.800000 21.800000 4.140000 527.000000
MedCap 2 -0.680000 437.000000 16.000000 3.800000 421.000000
Coor Service Management Hold. 8 0.000000 546.800000 14.800000 2.780000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -1.020000 257.040000 11.040000 4.490000 246.000000
AcadeMedia 12 0.730000 564.720000 7.720000 1.390000 557.000004
Norva24 Group 16 1.480000 550.080000 7.080000 1.300000 543.000000
Resurs Holding 22 0.080000 579.040000 5.040000 0.880000 573.999998
Karnov Group 9 -1.970000 537.300000 1.300000 0.240000 536.000004
Swedbank A 3 1.100000 565.200000 1.200000 0.210000 564.000000
Essity B 2 -1.070000 573.800000 -0.200000 -0.030000 574.000000
Creaspac SPAC 6 -0.310000 576.600000 -0.400000 -0.070000 577.000002
Essity A 4 -1.540000 1148.000000 -1.000000 -0.090000 1149.000000
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Securitas B 6 -0.320000 567.600000 -2.400000 -0.420000 570.000000
Midsona B 63 -1.080000 577.080000 -5.920000 -1.020000 582.999984
CTEK 13 0.700000 526.500000 -7.500000 -1.400000 533.999999
Nordea Bank Abp 29 -0.120000 3445.200000 -8.800000 -0.250000 3453.999992
FM Mattsson Mora Group B 50 -2.530000 2895.000000 -32.000000 -1.090000 2927.000000
International Petroleum Corp. 5 2.030000 554.000000 -40.570000 -6.820000 594.565215
Vivesto 1368 1.960000 569.910000 -43.090000 -7.030000 612.999432
Sampo Oyj SDB 7 -0.280000 3769.500000 -80.500000 -2.090000 3850.000000
OX2 18 1.610000 1538.100000 -125.900000 -7.570000 1663.999992
Axfood 13 -0.290000 3577.600000 -178.400000 -4.750000 3756.000001
Ovzon 52 3.010000 3026.400000 -335.600000 -9.980000 3361.999992
Fasadgruppen Group 35 -1.820000 3395.000000 -416.000000 -10.920000 3810.999990
TOTAL 46316.090000 -572.480000 -1.88958% 46888.564618

Updated:¶

'2023-01-18 12:02:27.378167'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶